I missed one thing to check, Which emailsys option you're using? Is it SMTP ot MAPI? You can check it by running this command:
proc options option=emailhost;run;
IF you're using SMTP option then mostly you'll not get any mails in your outbox or Sent email in Outlook, Only MAPI method shows an sent emails in outlook, You can refer this link for more details: https://serverfault.com/questions/558034/smtp-sent-e-mail-not-copied-to-sent-folder
For troubleshoot, you can try with MAPI method instead of SMTP and at at last you can raise a track in SAS Technical Support to investigate further.
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